+326.8%
VTV vs ESI
+224.6%
+102.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.2% | -0.9% |
| 7D | +0.5% | +3.3% | -2.8% | -0.2% |
| 30D | +1.1% | -5.9% | +7.0% | +2.3% |
| 3M | +5.9% | -14.1% | +20.0% | +8.6% |
| 6M | +11.6% | +6.6% | +5.1% | +8.3% |
| YTD | +19.8% | +45.0% | -25.2% | +7.9% |
| 1Y | +26.2% | +41.5% | -15.2% | +13.9% |
| 3Y | +68.5% | +78.8% | -10.3% | +41.6% |
| 5Y | +79.9% | +70.9% | +9.0% | +50.4% |
| 10Y | +229.7% | +317.1% | -87.4% | +122.0% |
| All | +326.8% | +224.6% | +102.2% | +206.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ESI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling